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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 30.10.2014, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Giovanni Puccetti (University of Firenze, Italy)
https://sites.google.com/site/giovannipuccetti/
"An Academic Response to Basel 3.5"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Institute of Science and Technology Austria (IST Austria)
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Th., 6.11.2014, 17:00-18:00, Location Raiffeisen Lecture Hall,
IST Austria, Am Campus 1, 3400 Klosterneuburg
Cédric Villani (Institut Henri Poincaré (UPMC/CNRS), Paris)
http://cedricvillani.org/
"Of Triangles, Gases, Prices and Men"
(IST Lecture)
For further details (including abstract) see
http://ist.ac.at/en/events/community-events/2014/ist-lecture-cedric-villani…
Registration until 31.10.2014:
http://ist.ac.at/en/events/ist-lecture-registration/
(Special IST Lecture shuttle: 16:00 from TU Vienna, Resselgasse 1)
(Regular IST shuttle: 16:12 U4 Heiligenstadt/public bus stop)
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4th Austrian Stochastics Days
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Announcement of date & place:
September 28-29, 2015
Vienna University of Technology
http://fam.tuwien.ac.at/asd2015/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 30.10.2014, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Giovanni Puccetti (University of Firenze, Italy)
https://sites.google.com/site/giovannipuccetti/
"An Academic Response to Basel 3.5"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Institute of Science and Technology Austria (IST Austria)
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Th., 6.11.2014, 17:00-18:00, Location Raiffeisen Lecture Hall,
IST Austria, Am Campus 1, 3400 Klosterneuburg
Cédric Villani (Institut Henri Poincaré (UPMC/CNRS), Paris)
http://cedricvillani.org/
"Of Triangles, Gases, Prices and Men"
(IST Lecture)
For further details (including abstract) see
http://ist.ac.at/en/events/community-events/2014/ist-lecture-cedric-villani…
Registration until 31.10.2014:
http://ist.ac.at/en/events/ist-lecture-registration/
(Special IST Lecture shuttle: 16:00 from TU Vienna, Resselgasse 1)
(Regular IST shuttle: 16:12 U4 Heiligenstadt/public bus stop)
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4th Austrian Stochastics Days
------------------------------------------------------------------------
Announcement of date & place:
September 28-29, 2015
Vienna University of Technology
http://fam.tuwien.ac.at/asd2015/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 23.10.2014, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Johanna Penteker (Johannes Kepler Universität, Linz)
http://goo.gl/z8XYr8
"p-summing multiplication operators, dyadic Hardy spaces
and atomic decomposition"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Th., 23.10.2014, 16:30, room SR D4.0.019 (EG)
WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Hansjörg Albrecher (Universität Lausanne)
http://www.hec.unil.ch/people/halbrecher
"Insurance risk and the cost of capital"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
http://www.wu.ac.at/statmath/en/resseminar
To find the room on the WU Campus search for "D4.0.019" on:
http://gis.wu.ac.at/?roomShow=D4.0.019
> Michael Weber (University of Chicago)
> "Nominal Rigidities and Asset Pricing"
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Vienna Graduate School of Finance (VGSF)
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Fr., 24.10.2014, 11:00, room D3.0.221
WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Michael Weber (University of Chicago)
http://faculty.chicagobooth.edu/michael.weber/
"Nominal Rigidities and Asset Pricing"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/finance-research-seminar/
To find the room on the WU Campus search for "D3.0.221" on:
http://gis.wu.ac.at/?roomShow=D3.0.221
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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 27.10.2014, 17:00-18:00, Skylounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Wolfgang Karl Härdle (Humboldt-Universität zu Berlin)
https://lvb.wiwi.hu-berlin.de/members/personalpages/wh
"TEDRIS - Tail Event Driven RIsk Structures"
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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University of Vienna, Dept. of Statistics and Operations Research
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Mo., 13.10.2014, 17:00-18:00, ISOR-meeting room (6.511)
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 6th floor
Dennis Kristensen (UCL)
https://sites.google.com/site/econkristensen/
"ABC of SV: Limited Information Likelihood Inference in
Stochastic Volatility Jump-Diffusion Models"
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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WU Wien, Institute for Statistics and Mathematics
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Th., 16.10.2014, 16:30, room SR D4.0.019 (EG)
WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Nikolaus Hautsch (Universität Wien)
http://homepage.univie.ac.at/nikolaus.hautsch/
"Estimating the Spot Covariation of Asset Prices –
Statistical Theory and Empirical Evidence"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
http://www.wu.ac.at/statmath/en/resseminar
To find the room on the WU Campus search for "D4.0.019 on:
http://gis.wu.ac.at/?roomShow=D4.0.019
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University of Vienna, Dept. of Statistics and Operations Research
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Mo., 6.10.2014, 17:00-18:00, Skylounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
François Bachoc (ISOR)
http://homepage.univie.ac.at/francois.bachoc/
"Maximum Likelihood and Cross Validation for covariance
function estimation in Gaussian process regression"
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 9.10.2014, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Mladen Savov (University of Reading, UK)
http://www.reading.ac.uk/maths-and-stats/about/Staff/m-savov.aspx
"Recent developments for exponential functionals and some
possible implications for pricing Asian options"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Vienna Graduate School of Finance (VGSF)
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Fr., 10.10.2014, 11:00, room D3.0.221
WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Torben Andersen (Northwestern University)
http://www.kellogg.northwestern.edu/faculty/directory/andersen_torben.aspx
"Parametric Inference and Dynamic State Recovery from Option Panels"
& "The Risk Premia Embedded in Index Options"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/finance-research-seminar/
To find the room on the WU Campus search for "D3.0.221" on:
http://gis.wu.ac.at/?roomShow=D3.0.221
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